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Nonfractional long-range dependence : long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18
This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …
Persistent link: https://www.econbiz.de/10012697497
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Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 1/9, pp. 1-22
-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …
Persistent link: https://www.econbiz.de/10012483296
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Temporal disaggregation of time series with regularization term
Wójcik, Sebastian - In: Barometr regionalny : analizy i prognozy 14 (2016) 3, pp. 173-178
Persistent link: https://www.econbiz.de/10011593241
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The effect of aggregation on nonlinearity
Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
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Asymmetry in the business cycle : Evidence from the Australian labour market
Peat, Maurice - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 353-368
Persistent link: https://www.econbiz.de/10001335482
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Long memory and aggregation in macroeconomic time series
Chambers, Marcus J. - In: International economic review 39 (1998) 4, pp. 1053-1072
Persistent link: https://www.econbiz.de/10001338800
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A statistical approach for disaggregating mixed-frequency economic time-series data
Chan, Wai-sum; Chen, Zhao-guo - 1998
Persistent link: https://www.econbiz.de/10001353422
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Asymmetric time series and temporal aggregation
Brännäs, Kurt; Ohlsson, Henry - In: The review of economics and statistics 81 (1999) 2, pp. 341-344
Persistent link: https://www.econbiz.de/10001380910
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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362828
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Disaggregation of annual flow data with multiplicative trends
Gudmunsson, Gudmundur - In: Journal of forecasting 18 (1999) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001363646